ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
123-130 |
123-190 |
0-060 |
0.2% |
123-130 |
High |
123-290 |
124-010 |
0-040 |
0.1% |
124-300 |
Low |
123-040 |
123-120 |
0-080 |
0.2% |
123-040 |
Close |
123-210 |
123-300 |
0-090 |
0.2% |
123-210 |
Range |
0-250 |
0-210 |
-0-040 |
-16.0% |
1-260 |
ATR |
0-272 |
0-268 |
-0-004 |
-1.6% |
0-000 |
Volume |
691,164 |
364,087 |
-327,077 |
-47.3% |
1,308,824 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-240 |
125-160 |
124-096 |
|
R3 |
125-030 |
124-270 |
124-038 |
|
R2 |
124-140 |
124-140 |
124-018 |
|
R1 |
124-060 |
124-060 |
123-319 |
124-100 |
PP |
123-250 |
123-250 |
123-250 |
123-270 |
S1 |
123-170 |
123-170 |
123-281 |
123-210 |
S2 |
123-040 |
123-040 |
123-262 |
|
S3 |
122-150 |
122-280 |
123-242 |
|
S4 |
121-260 |
122-070 |
123-184 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-110 |
128-100 |
124-209 |
|
R3 |
127-170 |
126-160 |
124-050 |
|
R2 |
125-230 |
125-230 |
123-316 |
|
R1 |
124-220 |
124-220 |
123-263 |
125-065 |
PP |
123-290 |
123-290 |
123-290 |
124-052 |
S1 |
122-280 |
122-280 |
123-157 |
123-125 |
S2 |
122-030 |
122-030 |
123-104 |
|
S3 |
120-090 |
121-020 |
123-050 |
|
S4 |
118-150 |
119-080 |
122-211 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-300 |
123-040 |
1-260 |
1.5% |
0-300 |
0.8% |
45% |
False |
False |
334,582 |
10 |
124-310 |
123-020 |
1-290 |
1.5% |
0-286 |
0.7% |
46% |
False |
False |
181,599 |
20 |
127-080 |
123-020 |
4-060 |
3.4% |
0-284 |
0.7% |
21% |
False |
False |
96,075 |
40 |
127-080 |
123-020 |
4-060 |
3.4% |
0-228 |
0.6% |
21% |
False |
False |
49,064 |
60 |
127-080 |
122-100 |
4-300 |
4.0% |
0-199 |
0.5% |
33% |
False |
False |
32,756 |
80 |
127-080 |
122-100 |
4-300 |
4.0% |
0-152 |
0.4% |
33% |
False |
False |
24,567 |
100 |
127-080 |
119-060 |
8-020 |
6.5% |
0-125 |
0.3% |
59% |
False |
False |
19,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-262 |
2.618 |
125-240 |
1.618 |
125-030 |
1.000 |
124-220 |
0.618 |
124-140 |
HIGH |
124-010 |
0.618 |
123-250 |
0.500 |
123-225 |
0.382 |
123-200 |
LOW |
123-120 |
0.618 |
122-310 |
1.000 |
122-230 |
1.618 |
122-100 |
2.618 |
121-210 |
4.250 |
120-188 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
123-275 |
123-293 |
PP |
123-250 |
123-287 |
S1 |
123-225 |
123-280 |
|